Frank Windmeijer

Professor Frank Windmeijer

Research Fellow


MSc Econometrics, University of Amsterdam, 1987
PhD Econometrics, University of Amsterdam, 1992

ORCID: 0000-0002-4232-2783

Frank joined the Institute in 1996 having previously worked at the University of Amsterdam, the Australian National University and University College London. He is now a professor of econometrics at the University of Bristol.

His research interests include the econometrics of dynamic panel data models and count data, and various issues in health, e.g. household smoking behaviour and demand for health care.

Frank ran the Econometric Study Group and is a member of the Centre for Economic Evaluation, which is part of the ESRC Evidence-Based Policy and Practice Network.

He is a co-editor of the Econometrics Journal.

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External web page: University of Bristol

A weak instrument F-test in linear IV models with multiple endogenous variables

| Journal Articles

We consider testing for weak instruments in a model with multiple endogenous variables.

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